Microblog data contains rich information of real-world events with great commercial values, so microblog-oriented natural language processing (NLP) tasks have grabbed considerable attention of researchers. However, the performance of microblog-oriented Chinese Word Segmentation (CWS) based on deep neural networks (DNNs) is still not satisfying. One critical reason is that the existing microblog-oriented training corpus is inadequate to train effective weight matrices for DNNs. In this paper, we propose a novel active learning method to extend the scale of the training corpus for DNNs. However, due to a large amount of partially overlapped sentences in the microblogs, it is difficult to select samples with high annotation values from raw microblogs during the active learning procedure. To select samples with higher annotation values, parameter λ is introduced to control the number of repeatedly selected samples. Meanwhile, various strategies are adopted to measure the overall annotation values of a sample during the active learning procedure. Experiments on the benchmark datasets of NLPCC 2015 show that our λ-active learning method outperforms the baseline system and the state-of-the-art method. Besides, the results also demonstrate that the performances of the DNNs trained on the extended corpus are significantly improved.